Genetic Programming and the Efficient Market Hypothesis

Created by W.Langdon from gp-bibliography.bib Revision:1.8129

@InProceedings{chen:1996:gpemh,

• author = "Shu-Heng Chen and Chia-Hsuan Yeh",
• title = "Genetic Programming and the Efficient Market Hypothesis",
• booktitle = "Genetic Programming 1996: Proceedings of the First Annual Conference",
• editor = "John R. Koza and David E. Goldberg and David B. Fogel and Rick L. Riolo",
• year = "1996",
• month = "28--31 " # jul,
• keywords = "genetic algorithms, genetic programming",
• pages = "45--53",
• address = "Stanford University, CA, USA",
• publisher = "MIT Press",
• URL = "ftp://econo.nccu.edu.tw/AI-ECON/YEH/1996/GP96/gp96.ps",
• URL = "http://citeseer.ist.psu.edu/cache/papers/cs/15814/ftp:zSzzSzecono.nccu.edu.twzSzAI-ECONzSzYEHzSz1996zSzGP96zSzgp96.pdf/chen96genetic.pdf",
• URL = "http://citeseer.ist.psu.edu/chen96genetic.html",
• size = "9 pages",
• abstract = "While search plays an important role in the efficient market hypothesis (EMH), the traditional formalisation of the EMH, based on probabilistic independence, fails to capture it. Due to this failure, recent findings of nonlinear tests misled us into concluding that the EMH is rejected. Even though most economists are reluctant to make this conclusion, the traditional formalization leaves us no other choice. This paper reformalizes the EMH with a biologically-based search program, i.e., genetic...",
• URL = "http://cognet.mit.edu/sites/default/files/books/9780262315876/pdfs/9780262315876_chap6.pdf",
• URL = "http://cognet.mit.edu/library/books/view?isbn=0262611279",
• notes = "GP-96",

}

Genetic Programming entries for Shu-Heng Chen Chia Hsuan Yeh

Citations